-6.5%
FXI vs EQH
+102.2%
-108.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -2.1% | +2.8% | -4.9% | -2.9% |
| 3M | -0.5% | +23.1% | -23.5% | -6.3% |
| 6M | -4.5% | +41.4% | -45.9% | -14.0% |
| YTD | -9.2% | +14.3% | -23.5% | -13.4% |
| 1Y | -13.8% | +1.6% | -15.4% | -15.0% |
| 3Y | +36.6% | +102.7% | -66.1% | +1.9% |
| All | -6.5% | +102.2% | -108.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling